Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.55% | 89.14 % | 89.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'771 EUR | 455'271 EUR | 99.96% | 99.96% |
19.11.2024 | 0.55% | 91.04 % | 91.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'581 EUR | 457'081 EUR | 89.36% | 89.36% |
18.11.2024 | 0.55% | 90.99 % | 91.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'927 EUR | 458'427 EUR | 99.66% | 99.66% |
15.11.2024 | 0.55% | 90.34 % | 90.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'894 EUR | 455'394 EUR | 100.00% | 100.00% |
14.11.2024 | 0.58% | 86.50 % | 87.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'438 EUR | 434'938 EUR | 1.48% | 1.48% |
13.11.2024 | 0.55% | 90.05 % | 90.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'567 EUR | 459'067 EUR | 97.95% | 97.95% |
12.11.2024 | 0.52% | 93.14 % | 93.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'750 EUR | 480'250 EUR | 95.66% | 95.66% |
11.11.2024 | 0.50% | 99.83 % | 100.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'996 EUR | 501'496 EUR | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.27 % | 99.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'182 EUR | 499'682 EUR | 99.83% | 99.83% |
07.11.2024 | 0.50% | 99.69 % | 100.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'494 EUR | 500'994 EUR | 100.00% | 100.00% |